Does Speculation Increase Volatility in Grain Futures Markets? Evidence from the Interwar Chicago Board of Trade
The paper uses new data to investigate if speculators caused volatility in grain futures markets during the interwar period, concluding that speculators did not cause volatility but were attracted to volatile markets.
Featured in No. 91 on 2 Apr 2025 · · 4 citations today
- Released
- 1 Dec 2022
- First featured
- No. 91 · 2 Apr 2025
- Citations (Semantic Scholar)
- 4
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5200192
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